+384.5%
ALAB vs ROKU
+138.2%
+246.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.8% |
| 7D | +9.6% | -3.0% | +12.7% | +11.2% |
| 30D | -5.3% | +0.7% | -6.0% | -5.8% |
| 3M | -12.0% | +26.5% | -38.5% | -22.9% |
| 6M | +145.7% | +52.6% | +93.1% | +94.2% |
| YTD | +80.7% | +40.9% | +39.7% | +47.8% |
| 1Y | +40.1% | +57.6% | -17.5% | +7.6% |
| All | +384.5% | +138.2% | +246.3% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling